Benteke has impressed for Crystal Palace since joining for a club-record £32million fee from Liverpool last summer.
Benteke is Palace’s top goalscorer this season with eight Premier League strikes but has been lined up for a big-money move to China in January.
The Belgium international has also been linked with a shock move to Chelsea, but was defiant when asked if he could leave Selhurst Park.
Crystal Palace star Christian Benteke is going nowhere
Premier League's hottest WAGs
Sat, December 26, 2015
Express Sport brings you the Premier League's hottest WAGs
1 of 22
Manchester United man Phil Jones is seeing Kaya Hall
“No. I am very happy here and I want to fight to help the team to move up the table,” Benteke said.
“We deserve it with the players that we have got. Now we have to show it on the pitch.
“It makes me laugh. I am used to (transfer speculation) since I am in England. Now it is maybe two or three years in a row they talk about ‘Christian is going to leave’.”
The Guardian say Benteke is among a number of options being considered by Chelsea boss Antonio Conte for Diego Costa’s replacement.
Christian Benteke is relishing Crystal Palace's relegation battle
But Benteke is relishing Palace’s relegation battle and believes they can stay up under new boss Sam Allardyce.
“[Allardyce] is a manager with a lot of experience,” the 26-year-old added. “He has been in the Premier League for a long time and knows how to manage the team out of the position we are in now.
“We are in a dangerous position and we have to look up, because we have the ability and quality in the squad.”